With the arrival of snow it's hard to best advise on what to wrap and how to wrap. But here is a bit of a general guide.
We look to protect the crowns on our more structural plants such as cycads, tree ferns and phoenix palms by placing a ball of fleece or hessian in the centre of the crown to stop snow build up.
Hardy evergreens won't be troubled but half-hardy evergreens may well need protecting by wrapping.
Plants such as phormiums and bamboo can be bent over with the weight of the snow, which really won't bother them but it wouldn't hurt to shake them off.
Arid plants such as agaves and yucca should really be cleared of snow, for the hardy varieties the cold temperatures won't be an issue but snow settling on the leaves for a continued time can cause discolouration which will take quite some time to grow out.
Herbaceous plants will be snug under the soil and unaffected but if necessary check that they have adequate mulch for extra insulation.